Google's 200M-parameter time-series foundation model with 16k context

https://github.com/google-research/timesfm

GitHub - google-research/timesfm: TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting. - google-research/timesfm

GitHub

I somehow find the concept of a general time series model strange. How can the same model predict egg prices in Italy, and global inflation in a reliable way?

And how would you even use this model, given that there are no explanations that help you trust where the prediction comes from…

What is not generally understood is that these models don’t predict egg prices or inflation in Italy.

They decompose a time series into trends, seasonality and residuals. That’s what they are actually modelling.

They cannot predict wars in the Middle East influencing inflation unless there is a seasonal pattern(s).

Wars in the middle east seem to have increasingly regular patterns tied to stock market opening hours, unfortunately.

I mean it's super obvious, it's directly tied to scrubs popularity.

New season of scrubs = new war in the middle east.

Wow, I didn't know. Thank you! Such a great show.